My maternal ancestors are all from Norway, so I've wrestled with Norwegian naming practices since beginning genealogical work. The clearest, most helpful article that I've found on this is John Føllesdal's "Norwegian Naming Practices" <http://homepages.rootsweb.ancestry.com/~norway/na12.html>. To oversimplify, he notes that, before about 1900, educated upper class families (clergy, military, high-ranking civil servants) often used hereditary surnames, as did people living in cities, and these surnames were often old names, many being foreign in origin. The majority of Norwegians in the mid-1800's and earlier, however, lived on farms in rural areas (I've seen estimates ranging from 70% to 95%). They had first and sometimes middle names, but not surnames. Patronyms identified the father, but were not hereditary surnames - until about 1900 when they began to be "fixed" from generation to generation (fixed family names were not required until 1923). Farm names helped distinguish persons, but they were locations (where they lived or were born), not surnames (e.g., Ole, son of Even, at the Sandnes farm would be Ole Evensen Sandnes). Women similarly kept their patronymic name, even after marriage, and some were also referred to by the farm they were born on. If you moved to another farm, you might take the new farm's name (but this wasn't always the case - the owners might keep their original name). However, in searching for records, unless it's a farm-based search (e.g., census searches can be by farm or person), the farm name may or may not be included.
Somewhat related to this is the issue of naming the place - many counties and towns changed names, and the boundaries changed as well. E.g., my grandfather's farm is now in Oppland, which was formerly "Christian's amt", in Vestre Toten, formerly Ostre Toten, and before that just Toten. The farm name was unchanged. So should we be using the names at the time of the event, which would require looking up the times of the name changes, or the current name? (the same issue affects many U.S. locations as well).